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Black Diamond Therapeutics, Inc. Common Stock BDTX

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Market datapartial · fetched 2026-10-23T02:21:42.891Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:23:26.433735978Z

FundamentalsAlpha Vantage · unavailable

Share price$2.04
1D-1.2%
AH$2.04$2.05$2.07$2.09$2.115:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBDTX
Sold putSold callAH

Black Diamond Therapeutics, Inc. Common Stock options

Live interpolated BDTX call and put midpoint premiums by absolute delta.Black Diamond Therapeutics, Inc. Common Stock$0.01$1.42$2.84$4.26$5.68$-0.54$0.70$1.94$3.18$4.4220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BDTX spot · $2.04BDTX PRICE$0.16$0.22$0.28$0.34$0.40$0.46$0.84$1.82$1.78$1.59$1.15$1.80$2.45$3.10$5.27
PutsExpensive4.18×
CallsExpensive3.69×
SkewBearish+35.39 pp
Implied moveBearish±$2.79
TiltBearish27.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ2.43122.0%26.7%
40Δ2.35138.3%26.0%2.66283.7%26.1%
45Δ2.28154.5%25.2%3.34322.5%24.4%
50Δ2.20170.8%24.5%4.03361.3%22.7%
55Δ2.12187.0%23.8%4.71400.1%21.0%
60Δ2.05203.3%23.0%6.91468.0%19.4%
65Δ3.29351.0%102.2%
70Δ7.02748.9%333.5%
75Δ6.21686.1%291.8%
80Δ4.73555.4%209.8%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
2.43
IV
122.0%
B/E move
26.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
2.35
IV
138.3%
B/E move
26.0%
Puts
Pseudo strike
2.66
IV
283.7%
B/E move
26.1%

45Δ

Calls
Pseudo strike
2.28
IV
154.5%
B/E move
25.2%
Puts
Pseudo strike
3.34
IV
322.5%
B/E move
24.4%

50Δ

Calls
Pseudo strike
2.20
IV
170.8%
B/E move
24.5%
Puts
Pseudo strike
4.03
IV
361.3%
B/E move
22.7%

55Δ

Calls
Pseudo strike
2.12
IV
187.0%
B/E move
23.8%
Puts
Pseudo strike
4.71
IV
400.1%
B/E move
21.0%

60Δ

Calls
Pseudo strike
2.05
IV
203.3%
B/E move
23.0%
Puts
Pseudo strike
6.91
IV
468.0%
B/E move
19.4%

65Δ

Calls
Pseudo strike
3.29
IV
351.0%
B/E move
102.2%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
7.02
IV
748.9%
B/E move
333.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
6.21
IV
686.1%
B/E move
291.8%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
4.73
IV
555.4%
B/E move
209.8%
Puts
Pseudo strike
IV
B/E move

Options history

BDTX167.79171.96176.142026-10-20: 175.56%2026-10-21: 168.37%Oct 20Oct 21
Table
DateIV
175.56%
168.37%